# Monthly Archives: April 2014

## Some R Resources for GLMs

April 3, 2014
By

by Joseph Rickert Generalized Linear Models have become part of the fabric of modern statistics, and logistic regression, at least, is a “go to” tool for data scientists building classification applications. The ready availability of good GLM software and the interpretability of the results logistic regression makes it a good baseline classifier. Moreover, Paul Komarek argues that, with a...

## Does R have too many packages?

April 3, 2014
By

The Homeless EconometricianThe amazing growth and success of CRAN (Comprehensive R Archive Network) is marked by the thousands of packages have been developed and released by a highly active user base.  Yet even so, one of the founders and primary...

## Boston Marathon Winners and Challenging Africa

April 2, 2014
By

The marathon is dominated by African runners.  David Epstein in a relatively recent interview mentions about a specific tribe in Kenya called the Kalenjin, "There are 17 American men in history who have run under 2:10 in the marathon...there were ...

## Inference for ARCH processes

April 2, 2014
By
$p$

Consider some ARCH() process, say ARCH(), where with a Gaussian (strong) white noise . > n=500 > a1=0.8 > a2=0.0 > w= 0.2 > set.seed(1) > eta=rnorm(n) > epsilon=rnorm(n) > sigma2=rep(w,n) > for(t in 3:n){ + sigma2=w+a1*epsilon^2+a2*epsilon^2 + epsilon=eta*sqrt(sigma2) + } > par(mfrow=c(1,1)) > plot(epsilon,type="l",ylim=c(min(epsilon)-.5,max(epsilon))) > lines(min(epsilon)-1+sqrt(sigma2),col="red") (the red line is the conditional variance process). > par(mfrow=c(1,2)) > acf(epsilon,lag=50,lwd=2)...

## Seven quick facts about R

April 2, 2014
By

I've been spending the week at the Gartner Business Intelligence and Analytics Summit in Las Vegas, and R has been quite prominent here. Of course, R got namechecked several times on the panel about the Gartner Magic Quadrant for Advanced Analytics, and several of the regular talks mentioned R as well. I gave a short presentation on R and...

## Social Science Goes R: Weighted Survey Data

April 2, 2014
By

Social Science Goes R: Weighted Survey Data Social Science Goes R: Weighted Survey Data To get this blog started, I'll be rolling out a series of posts relating to the use of survey data in R. Most content comes from the ECPR...

## xts like endpoints in Javascript

April 2, 2014
By

I decided to promote this from a Twitter comment to a blog post.  I had hoped to do a prototype javascript interactive rebalancing visualization of Unsolved Mysteries of Rebalancing integrating this, but I have not had the time, so  I’ll release it...

## Announcing The Pooled Resources Open Access ALS Clinical Trial (PRO-ACT) database

April 2, 2014
By

Prize4Life, and NEALS are proud to announce the launch of the Pooled Resources Open Access ALS Clinical Trial (PRO-ACT) database. It is a database of ALS clinical trials and contains 8500+ patients records, and over 8 million data points, making is not only the biggest AS clinical trial database currently available, but one of the largest clinical trial databases...

## Merge .ASC grids with R

April 2, 2014
By

A couple of years ago I found online a script to merge several .asc grids into a single file in R.I do not remember where I found it but if you have the same problem, the script is the following: setwd("c:/temp") library(rgdal) library(raster) # ...

## AERA Preview

April 2, 2014
By

The American Educational Research Association (AERA) annual conference is this weekend in Philadelphia. I was lucky to have a paper accepted into the conference. I am presenting a meta analysis that I have been working on for the past two years or so titled: Model misspecification and assumption violations with the linear mixed model: A meta analysis. In...